4035金融与交易中等derivationmedium
Residual Hedge Variance 5
题目
Spot volatility is 18%. What minimum absolute correlation |rho| is needed so that the minimum-variance hedge leaves residual volatility no more than 9%?
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提交作答时记录，用于后续平均用时统计。
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题目
Spot volatility is 18%. What minimum absolute correlation |rho| is needed so that the minimum-variance hedge leaves residual volatility no more than 9%?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案